NVAX (Novavax Inc)

Expected Move & Straddle Price History

The expected move for NVAX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current NVAX Expected Move
30-Day Straddle
$1.49
7-Day Straddle
$0.84
Avg IV
1.1%
IV Rank
34%
Implied one-standard-deviation move through the next 30 days. Compare to NVAX's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
NVAX Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260925 $1.49 $0.84 1.1% 34%
20260924 $1.69 $0.84 1.0% 19%
20260923 $1.77 $1.06 1.1% 32%
20260922 $1.62 $0.90 1.0% 23%
20260921 $1.92 $0.76 1.1% 32%
20260918 $1.45 $0.74 1.1% 29%
20260917 $1.73 $0.79 1.1% 32%
20260916 $1.49 $0.89 1.0% 21%
20260915 $1.55 $0.96 1.5% 83%
20260914 $1.70 $0.64 1.1% 34%
20260911 $1.57 $0.84 1.4% 72%
20260910 $1.38 $0.78 1.3% 62%
20260909 $1.93 $1.02 1.3% 63%
20260908 $1.75 $1.04 1.4% 71%
20260904 $1.61 $0.78 1.4% 66%
20260903 $1.58 $1.10 1.0% 26%
20260902 $1.88 $1.39 1.3% 56%
20260901 $1.88 $1.22 1.2% 43%
20260831 $1.60 $0.53 1.2% 44%
20260828 $1.48 $0.86 1.3% 56%
20260827 $1.36 $0.59 1.3% 55%
20260826 $1.53 $0.86 1.3% 57%
20260825 $1.72 $0.73 1.2% 49%
20260824 $1.45 $0.71 1.2% 44%
20260821 $1.47 $0.69 1.1% 28%
20260820 $1.42 $0.79 1.1% 37%
20260819 $1.52 $0.94 1.1% 29%
20260818 $1.02 $0.62 1.1% 35%
20260817 $1.04 $0.42 0.8% 0%
20260814 $1.00 $0.52 1.2% 43%
20260813 $1.23 $0.54 1.3% 50%
20260812 $1.10 $0.40 1.3% 54%
20260811 $1.10 $0.51 1.1% 17%
20260810 $1.30 $0.48 1.4% 66%
20260806 $1.29 $0.86 1.5% 84%
20260805 $1.77 $1.29 1.3% 57%
20260804 $1.60 $1.02 1.3% 45%
20260803 $1.44 $0.89 1.4% 58%
20260731 $2.21 $1.02 1.6% 87%
20260730 $1.75 $0.96 1.4% 65%
20260729 $3.43 $1.55 1.4% 67%
20260728 $1.48 $1.52 1.6% 94%
20260727 $1.34 $0.52 1.4% 60%
20260724 $1.52 $0.49 1.4% 63%
20260723 $2.33 $0.53 1.5% 75%
20260722 $1.52 $0.71 1.4% 60%
20260721 $1.25 $0.49 1.0% 15%
20260720 $1.54 $0.62 1.4% 70%
20260716 $1.27 $0.94 1.4% 64%
20260715 $1.44 $0.73 1.3% 49%
20260714 $1.72 $0.98 1.3% 55%
20260713 $2.00 $0.68 1.3% 56%
20260710 $2.00 $0.72 1.2% 34%
20260709 $1.26 $0.77 1.1% 24%
20260708 $1.64 $0.79 1.0% 14%
20260707 $1.94 $1.19 1.2% 33%
20260706 $2.08 $0.68 1.2% 30%
20260702 $2.89 $0.80 1.2% 43%
20260701 $1.69 $0.73 1.3% 44%